+172.6%
TTMI vs AG
+125.2%
+47.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.0% | +10.8% | +9.5% |
| 7D | +5.9% | +1.0% | +4.8% | +5.4% |
| 30D | -4.3% | +19.2% | -23.5% | -10.2% |
| 3M | -32.0% | +6.2% | -38.2% | -34.4% |
| 6M | +19.5% | -26.7% | +46.1% | +24.3% |
| YTD | +82.0% | +26.1% | +55.9% | +66.6% |
| 1Y | +172.6% | +131.7% | +41.0% | +132.6% |
| All | +172.6% | +125.2% | +47.4% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling